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Attached are two screen shots:
A1.gif is from AB showing QQQ for 3/4/2002. The screen shows the code
for the indicator; the indicator pane shows the values. A7.gif shows the
equivalent screen in MS with values shown in the databox.
.........MS Value......AB Value
Upper......35.0397......37.85
Lower......33.4256......34.34
The one difference is that there is a "smoothing" function box in the
settings box in MS. I did not see, nor know how to apply, any
"smoothing factor" in AB. Perhaps that is the difference.
In fact, when the smoothing factor in MS is set to 1, then both values
are the same.
So can you please tell me how and where to apply a smoothing factor in
the AB formula for the Error Bands, so they become equivalent to the
ones in MS.
Ken
-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
Sent: Tuesday, March 11, 2003 3:59 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Standard Error AB vs MS not the same
Ken,
I should probably add that Metastock STE (standard error) and
AmiBrokers StdErr produce EXACTLY THE SAME output.
=============================================
(provided that they are applied to the same data and same
'period' parameter is used).
I beg you that you check the things exactly before starting
yet again "Indicator X in AB vs MS is not the same" thread.
Belive me that I really check such things BEFORE I release
each new function.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, March 11, 2003 9:50 PM
Subject: Re: [amibroker] Standard Error AB vs MS not the same
> Ken,
>
> Could you please use STE function in Metastock?
> This is what we can refer as to "Standard error" produced in
Metastock.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Ken Close" <closeks@xxxxxxxx>
> To: "AmiBroker List" <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, March 11, 2003 9:37 PM
> Subject: [amibroker] Standard Error AB vs MS not the same
>
>
> > All:
> >
> > Recently there has been some talk about Standard Error Bands.
> >
> > I have confirmed that the Standard Error Bands produced within AB do
NOT
> > match the Standard Error Bands produced within MS. I do not care
which
> > one is "theoretically correct." I have a system idea that needs to
> > generate a signal when the Close crosses above the upper Standard
Error
> > Band, or below the lower Standard Error Band.
> >
> > It does not work in AB but does work using the MS version of the
> > Standard Error Band (I really do not care what the name is, I just
want
> > the values to be correct)....
> >
> > Here is the AB version of the error band:
> >
> > Pr=Param("Pr",8,2,21,1);
> > Lr = LinearReg( Close, Pr);
> > Se = StdErr( Close, Pr );
> > width = 2;
> >
> > Uband = Lr + width * Se;
> > Lband = Lr - width * Se;
> >
> > Plot(C,"Close",4,64);
> > Plot(Uband,"Upper",2,1);
> > Plot(Lband,"Lower",5,1);
> >
> > Here is the more complex (understatement) expression for the
standard
> > error band from Metastock:
> >
> > 21 period Upper Band (smoothed):
> > Mov((21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) * Sum(C,21)) / (21 *
> > Sum(Pwr(Cum(1),2),21) - Pwr(Sum(Cum(1),21),2)) * Cum(1) +
(Mov(C,21,S) -
> > Mov(Cum(1),21,S) * (21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) *
> > Sum(C,21))/ (21 * Sum(Pwr(Cum(1),2),21) - Pwr(Sum(Cum(1),21),2)))
> > +2*(Sqrt(((Sum(Power(C,2),21)-(Power(Sum(C,21),2)/21))
> > -((Sum(Cum(1)*C,21))-((Sum(Cum(1),21)*Sum(C,21)/21)))/
> > ((Sum(Power(Cum(1),2),21))-(Power(Sum(Cum(1),21),2)/21))
> > *((Sum(Cum(1)*C,21))-((Sum(Cum(1),21)*Sum(C,21)/21)))) /19)),3,S)
> >
> > 21 period Lower Band (smoothed):
> > Mov((21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) * Sum(C,21)) / (21 *
> > Sum(Pwr(Cum(1),2),21) - Pwr(Sum(Cum(1),21),2)) * Cum(1)
+(Mov(C,21,S) -
> > Mov(Cum(1),21,S) * (21 * Sum(Cum(1) * C,21) - Sum(Cum(1),21) *
> > Sum(C,21))/ (21 * Sum(Pwr(Cum(1),2),21) - Pwr(Sum(Cum(1),21),2))) -
> > 2*(Sqrt(((Sum(Power(C,2),21)-(Power(Sum(C,21),2)/21))
> > -((Sum(Cum(1)*C,21))- ((Sum(Cum(1),21) * Sum(C,21)/21))) /
> > ((Sum(Power(Cum
> > (1),2),21))-(Power(Sum(Cum(1),21),2)/21))*((Sum(Cum(1)*C,21))-
> > ((Sum(Cum(1),21)*Sum(C,21)/21)))) /19)),3,S)
> >
> >
> > Can someone suggest how I might recreate the equation (whatever it
is
> > called) so that I can get the same signal out of this "error band"
> > parameter?
> >
> > For example, what is the equivalent in AB for "POWER"? I will for
now
> > assume that all of the other functions - Cum(), Sum(), etc are the
same.
> > I know how to convert the MS Mov() formula to the AB MA(). Any help
on
> > Power or Pwr??
> >
> > If the above is too imposing, can you just translate this into AFL
> >
> > Power(Sum(C,21),2)/21) ===> ???? in AFL ?????
> >
> > Thanks for any help,
> >
> > Ken
> >
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> > Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
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> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
>
>
>
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